PREVIEW / futures_5min / 2017-05-21

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-21.parquet
  size:    49 KB
  rows:    2,678

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2017-05-21 18:00:00	ES	Futures	2602.23	2603.87	2601.41	2603.87	4071.0
2017-05-21 18:05:00	ES	Futures	2603.6	2604.69	2603.33	2603.6	1005.0
2017-05-21 18:10:00	ES	Futures	2603.6	2603.87	2602.51	2602.78	770.0
2017-05-21 18:15:00	ES	Futures	2602.78	2603.05	2602.51	2603.05	401.0
2017-05-21 18:20:00	ES	Futures	2603.05	2603.33	2602.78	2603.05	316.0
2017-05-21 18:25:00	ES	Futures	2603.33	2603.6	2603.05	2603.33	219.0
2017-05-21 18:30:00	ES	Futures	2603.05	2603.6	2602.78	2603.05	456.0
2017-05-21 18:35:00	ES	Futures	2603.05	2603.87	2603.05	2603.87	323.0
2017-05-21 18:40:00	ES	Futures	2603.87	2603.87	2603.33	2603.6	224.0
2017-05-21 18:45:00	ES	Futures	2603.6	2604.42	2603.6	2604.42	591.0
2017-05-21 18:50:00	ES	Futures	2604.42	2604.69	2604.15	2604.15	240.0
2017-05-21 18:55:00	ES	Futures	2604.15	2604.42	2603.6	2603.6	384.0
2017-05-21 19:00:00	ES	Futures	2603.6	2603.87	2603.05	2603.33	397.0
2017-05-21 19:05:00	ES	Futures	2603.6	2603.6	2603.33	2603.33	80.0
2017-05-21 19:10:00	ES	Futures	2603.33	2603.33	2602.23	2602.23	1001.0
2017-05-21 19:15:00	ES	Futures	2602.23	2602.23	2601.69	2601.69	620.0
2017-05-21 19:20:00	ES	Futures	2601.96	2602.78	2601.69	2602.78	599.0
2017-05-21 19:25:00	ES	Futures	2602.51	2602.78	2601.96	2602.51	475.0
2017-05-21 19:30:00	ES	Futures	2602.78	2602.78	2602.23	2602.51	132.0
2017-05-21 19:35:00	ES	Futures	2602.23	2602.51	2601.96	2602.23	447.0
2017-05-21 19:40:00	ES	Futures	2602.51	2602.51	2601.96	2602.23	381.0
2017-05-21 19:45:00	ES	Futures	2602.23	2602.23	2601.96	2602.23	21.0
2017-05-21 19:50:00	ES	Futures	2601.96	2603.33	2601.96	2603.33	452.0
2017-05-21 19:55:00	ES	Futures	2603.05	2603.6	2603.05	2603.33	439.0
2017-05-21 20:00:00	ES	Futures	2603.33	2604.15	2602.51	2603.87	1218.0
2017-05-21 20:05:00	ES	Futures	2603.6	2604.69	2603.6	2604.15	1001.0
2017-05-21 20:10:00	ES	Futures	2604.15	2604.69	2603.87	2604.15	634.0
2017-05-21 20:15:00	ES	Futures	2604.15	2604.42	2603.05	2603.87	713.0
2017-05-21 20:20:00	ES	Futures	2604.15	2604.15	2603.6	2604.15	331.0
2017-05-21 20:25:00	ES	Futures	2604.15	2604.15	2603.33	2603.33	825.0
2017-05-21 20:30:00	ES	Futures	2603.6	2603.6	2603.05	2603.6	201.0
2017-05-21 20:35:00	ES	Futures	2603.33	2603.6	2603.05	2603.6	277.0
2017-05-21 20:40:00	ES	Futures	2603.33	2603.6	2601.96	2602.23	1675.0
2017-05-21 20:45:00	ES	Futures	2602.23	2602.78	2602.23	2602.51	356.0
2017-05-21 20:50:00	ES	Futures	2602.51	2602.51	2601.96	2602.23	539.0
2017-05-21 20:55:00	ES	Futures	2602.23	2602.51	2601.96	2601.96	386.0
2017-05-21 21:00:00	ES	Futures	2601.96	2602.78	2601.96	2602.23	403.0
2017-05-21 21:05:00	ES	Futures	2601.96	2603.05	2601.96	2602.78	667.0
2017-05-21 21:10:00	ES	Futures	2602.78	2603.05	2602.51	2602.78	174.0
2017-05-21 21:15:00	ES	Futures	2602.78	2602.78	2602.51	2602.78	157.0
2017-05-21 21:20:00	ES	Futures	2602.78	2603.05	2602.51	2602.78	226.0
2017-05-21 21:25:00	ES	Futures	2602.78	2603.33	2602.51	2602.51	424.0
2017-05-21 21:30:00	ES	Futures	2602.78	2602.78	2602.51	2602.51	699.0
2017-05-21 21:35:00	ES	Futures	2602.78	2603.33	2602.51	2603.05	294.0
2017-05-21 21:40:00	ES	Futures	2603.05	2603.33	2602.78	2603.33	126.0
2017-05-21 21:45:00	ES	Futures	2603.05	2603.87	2603.05	2603.6	683.0
2017-05-21 21:50:00	ES	Futures	2603.87	2603.87	2603.33	2603.6	213.0
2017-05-21 21:55:00	ES	Futures	2603.6	2603.6	2602.78	2602.78	441.0
2017-05-21 22:00:00	ES	Futures	2602.78	2603.6	2602.78	2603.33	1325.0
2017-05-21 22:05:00	ES	Futures	2603.05	2603.6	2603.05	2603.33	526.0

> showing 50 of 2,678 rows — these rows as CSV

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